+259.0%
CMI vs DOCU
+104.6%
+154.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.6% |
| 7D | -6.8% | -4.8% | -2.0% | -6.5% |
| 30D | -10.9% | +9.4% | -20.3% | -11.5% |
| 3M | -27.3% | +29.0% | -56.4% | -29.0% |
| 6M | -30.9% | +62.3% | -93.2% | -34.1% |
| YTD | -7.7% | +13.7% | -21.3% | -9.3% |
| 1Y | 0.0% | +11.5% | -11.6% | -1.7% |
| 3Y | +130.1% | +94.2% | +35.9% | +111.9% |
| 5Y | +121.5% | -71.7% | +193.2% | +123.6% |
| All | +259.0% | +104.6% | +154.4% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling